loglikelihood_QMLE: Produce (negative) log marginal likelihood for QMLE with...
In pmpp: Posterior Mean Panel Predictor
View source: R/pmpp_aux_funcs.R
Description
Produce (negative) log marginal likelihood for QMLE with correlated random
coefficients
Usage
1
loglikelihood_QMLE(param, n_alpha, X_mat, Y_mat, Z_mat, W, T, N, aux_Y0)
Arguments
param
vectores of parameters to optimize over
n_alpha
number of external variables
X_mat
lagged dependent variable matrix
Y_mat
dependent variable matrix
Z_mat
external variable matrix
W
cross-sectionally invariant variables - not used now
T
time dimension of the data
N
cross-sectional dimension of the data
aux_Y0
auxiliary matrix with initial observations of the dependent variable
pmpp documentation built on Oct. 30, 2019, 11:35 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/pmpp_aux_funcs.R
Description
Produce (negative) log marginal likelihood for QMLE with correlated random coefficients
Usage
1 | loglikelihood_QMLE(param, n_alpha, X_mat, Y_mat, Z_mat, W, T, N, aux_Y0)
|
Arguments
param |
vectores of parameters to optimize over |
n_alpha |
number of external variables |
X_mat |
lagged dependent variable matrix |
Y_mat |
dependent variable matrix |
Z_mat |
external variable matrix |
W |
cross-sectionally invariant variables - not used now |
T |
time dimension of the data |
N |
cross-sectional dimension of the data |
aux_Y0 |
auxiliary matrix with initial observations of the dependent variable |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.